Durability of membranes is one of the concerns for widespread commercialization of polymer electrolyte fuel cells. Effects of membrane swelling on the durability pose important challenges for the fabrication of the catalyst-coated membrane. This study provides insight into vulnerable locations of the membrane under hygrothermal loading, mechanical loading due to clamping and realistic conditions where a combination of both of these loadings are imposed. With a half rib-channel model, we simulate a polymer electrolyte fuel cell that operates under varying loads and clamping pressure. Model considers anisotropic diffusion in the gas diffusion layer as well as complex interactions of water transport dynamics between gas diffusion layers and the membrane. Mechanical responses of the membrane subject to conjugate hygro-thermo-mechanical loadings during typical scenarios of fuel cell operation reveal the effects of operating parameters as well as individual contributing factors on the development of local stresses in the membrane.